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take dynamic sized tail off historic_predictions as return dataframe to strategy.

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robcaulk
2022-08-12 13:13:08 +02:00
parent 7d448fd4ac
commit 3e38c1b0bd
2 changed files with 69 additions and 57 deletions
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12
freqtrade/freqai/freqai_interface.py
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@@ -319,9 +319,10 @@ class IFreqaiModel(ABC):
# first predictions are made on entire historical candle set coming from strategy. This
# allows FreqUI to show full return values.
pred_df, do_preds = self.predict(dataframe, dk)
self.dd.set_initial_return_values(pair, dk, pred_df, do_preds)
if pair not in self.dd.historic_predictions:
self.set_initial_historic_predictions(pred_df, dk, pair)
self.dd.set_initial_return_values(pair, dk, pred_df, do_preds)
dk.return_dataframe = self.dd.attach_return_values_to_return_dataframe(pair, dataframe)
return
elif self.dk.check_if_model_expired(trained_timestamp):
@@ -551,6 +552,15 @@ class IFreqaiModel(ABC):
for return_str in dk.data['extra_returns_per_train']:
hist_preds_df[return_str] = 0
# # for keras type models, the conv_window needs to be prepended so
# # viewing is correct in frequi
if self.freqai_info.get('keras', False):
n_lost_points = self.freqai_info.get('conv_width', 2)
zeros_df = DataFrame(np.zeros((n_lost_points, len(hist_preds_df.columns))),
columns=hist_preds_df.columns)
self.model_return_values[pair] = pd.concat(
[zeros_df, hist_preds_df], axis=0, ignore_index=True)
def fit_live_predictions(self, dk: FreqaiDataKitchen, pair: str) -> None:
"""
Fit the labels with a gaussian distribution